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Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent…

Optimization and Control · Mathematics 2023-06-02 Xuxing Chen , Minhui Huang , Shiqian Ma , Krishnakumar Balasubramanian

Bilevel optimization, crucial for hyperparameter tuning, meta-learning and reinforcement learning, remains less explored in the decentralized learning paradigm, such as decentralized federated learning (DFL). Typically, decentralized…

Machine Learning · Computer Science 2024-10-21 Min Wen , Chengchang Liu , Ahmed Abdelmoniem , Yipeng Zhou , Yuedong Xu

Stochastic bilevel optimization (SBO) is becoming increasingly essential in machine learning due to its versatility in handling nested structures. To address large-scale SBO, decentralized approaches have emerged as effective paradigms in…

Optimization and Control · Mathematics 2025-11-27 Boao Kong , Shuchen Zhu , Songtao Lu , Xinmeng Huang , Kun Yuan

We propose a novel single-loop decentralized algorithm called DGDA-VR for solving the stochastic nonconvex strongly-concave minimax problem over a connected network of $M$ agents. By using stochastic first-order oracles to estimate the…

Optimization and Control · Mathematics 2024-03-21 Xuan Zhang , Gabriel Mancino-Ball , Necdet Serhat Aybat , Yangyang Xu

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

This paper presents a novel distributed formulation of the min-max optimization problem. Such a formulation enables enhanced flexibility among agents when optimizing their maximization variables. To address the problem, we propose two…

Optimization and Control · Mathematics 2025-05-19 Runze You , Kun Huang , Shi Pu

In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

Distributed descent-based methods are an essential toolset to solving optimization problems in multi-agent system scenarios. Here the agents seek to optimize a global objective function through mutual cooperation. Oftentimes, cooperation is…

Optimization and Control · Mathematics 2019-08-28 Arunselvan Ramaswamy

Recently, the decentralized optimization problem is attracting growing attention. Most existing methods are deterministic with high per-iteration cost and have a convergence rate quadratically depending on the problem condition number.…

Machine Learning · Statistics 2018-05-28 Zebang Shen , Aryan Mokhtari , Tengfei Zhou , Peilin Zhao , Hui Qian

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Optimization and Control · Mathematics 2024-04-04 Hoang Huy Nguyen , Yan Li , Tuo Zhao

We present a new class of decentralized first-order methods for nonsmooth and stochastic optimization problems defined over multiagent networks. Considering that communication is a major bottleneck in decentralized optimization, our main…

Optimization and Control · Mathematics 2017-02-07 Guanghui Lan , Soomin Lee , Yi Zhou

In this paper, we focus on the decentralized optimization problem over the Stiefel manifold, which is defined on a connected network of $d$ agents. The objective is an average of $d$ local functions, and each function is privately held by…

Optimization and Control · Mathematics 2022-07-13 Lei Wang , Xin Liu

Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator…

Machine Learning · Computer Science 2019-12-02 Taoxing Pan , Jun Liu , Jie Wang

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend…

Optimization and Control · Mathematics 2023-01-27 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

We consider the distributed learning problem where a network of $n$ agents seeks to minimize a global function $F$. Agents have access to $F$ through noisy gradients, and they can locally communicate with their neighbors a network. We study…

Machine Learning · Computer Science 2020-11-09 Tiancheng Qin , S. Rasoul Etesami , César A. Uribe

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2020-03-11 Shi Pu , Angelia Nedić

Decentralized stochastic bilevel optimization (DSBO) is a powerful tool for various machine learning tasks, including decentralized meta-learning and hyperparameter tuning. Existing DSBO methods primarily address problems with strongly…

Optimization and Control · Mathematics 2026-02-02 Yaoshuai Ma , Xiao Wang , Wei Yao , Jin Zhang

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…

Optimization and Control · Mathematics 2022-10-12 Changxin Liu , Zirui Zhou , Jian Pei , Yong Zhang , Yang Shi
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